Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1157052 | Stochastic Processes and their Applications | 2007 | 17 Pages |
Abstract
A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Juan Li, Shanjian Tang,